I just wanted to post an update / plug here ... even though it's a bit old.
I've since joined Active Fit in Dubendorf, and it's quite nice! I'm a bit too lazy to go all the way to Wallisellen to swim (yeah, I know that's very lazy). But the facilities here have at least kept me active. Not all of the staff speak english, but I was able to make an appointment with a very nice English speaking lady who showed me around and gave a good introductory training session (more of which are available). The membership also includes the childcare area and all classes. The only downside is I suspect my German isn't good enough for a class, but I've also never tried. However, for some strange reason the, TVs are very often set to CNN in English.
Also, as a bonus, my insurance (swica + supplemental) paid for almost the entire membership